You can use Trezor or Ledger hardware wallets for U2F with recoverable seed words. Even if you go with a Yubikey, which has a better form factor, one of these i

You can use Trezor or Ledger hardware wallets for U2F with recoverable seed words. Even if you go with a Yubikey, which has a better form factor, one of these is a pretty good backup device since they can be further backed up to paper.